On the weak convergence of alternating processes

DOI10.1080/03461238.1981.10413734MaRDI QIDQ3900746zbMATH OpenOpenAlexFDO

Authors Matti Ruohonen

Publication date 1981

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1981.10413734

zbMATH Keywords

compound Poisson process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) General theory of stochastic processes (60G07) Diffusion processes (60J60) Brownian motion (60J65)

Cites work

• A class of approximations of ruin probabilities
• Diffusion approximations in collective risk theory
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On the probability of ruin of risk processes approximated by a diffusion process
• Ruin problems with compounding assets
• Stochastic Abelian and Tauberian theorems
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Weak Convergence of Probability Measures on the Function Space C\lbrack 0, \infty)

This page was built for publication: On the weak convergence of alternating processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3900746)